For general scientific theories of magic, I’d start with two works. One is Sir James Frazer’s The Golden Bough, which is horribly dated but is where most people start their discussions of magic. The other is Stanley J. Tambiahs’ Magic, Science, and Religion, and the Scope of Rationality, a work that has come under some critical fire since but which provides you with a good starting point as to the lay of the land. Also, if you ever see a copy of Favret-Saada’s Deadly Words, snap it up immediately.

What about getting a handle on the current occult scene? I’d highly recommend Tony Kail’s Cop’s Guide to Occult Investigation. This book isn’t accurate on every point, but from what I’ve seen, it does an admirable job of annoying both those who see a Hideous Occult Conspiracy (TM) everywhere and those who insist that nobody in their particular faith would ever commit any sort of crime. Also from the same author is Magico-Religious Groups and Ritualistic Activities, which I’ve yet to see.